-42.0%
RIG vs LH
+813.8%
-855.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -8.2% | -3.2% | -5.0% | -7.6% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -2.7% | +18.6% | -21.4% | -6.4% |
| 6M | -7.5% | +17.9% | -25.4% | -11.0% |
| YTD | +38.3% | +28.9% | +9.3% | +30.5% |
| 1Y | +81.8% | +16.6% | +65.2% | +75.1% |
| 3Y | -30.2% | +63.6% | -93.7% | -37.6% |
| 5Y | +59.9% | +30.0% | +29.9% | +48.9% |
| 10Y | -41.9% | +191.9% | -233.8% | -53.9% |
| All | -42.0% | +813.8% | -855.8% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling